significance of serial cross-correlations after controlling for a specific factor structure in security returns, The
Higgins, Eric James</…
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Quarterly Journal of Finance and Accounting
3 posts
Risk Arbitrage Performance: Failed Acquisition Attempts, The
Risk Arbitrage Performance: Failed Acquisition Attempts, The
Branch, Ben
This paper explores the performance of risk arbitrage for f…
Hedging volatility shocks to the Canadian investment opportunity set
Hedging volatility shocks to the Canadian investment opportunity set
Racine, Marie D
A volatility shock model is c
Introducti…